scholarly journals Smooth Density for Some Nilpotent Rough Differential Equations

2011 ◽  
Vol 26 (3) ◽  
pp. 722-749 ◽  
Author(s):  
Yaozhong Hu ◽  
Samy Tindel
Keyword(s):  
Differential Equations ◽  
Smooth Density

scholarly journals Existence and regularity of the density for solutions of stochastic differential equations with boundary noise

2016 ◽  
Vol 19 (01) ◽  
pp. 1650007 ◽  
Author(s):  
Stefano Bonaccorsi ◽  
Margherita Zanella
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Lebesgue Measure ◽  
Malliavin Calculus ◽  
Nonlinear Term ◽  
Stochastic Perturbation ◽  
Heat Diffusion ◽  
Boundary Noise ◽  
Smooth Density

We study the existence and regularity of densities for the solution of a nonlinear heat diffusion with stochastic perturbation of Brownian and fractional Brownian motion type: we use the Malliavin calculus in order to prove that, if the nonlinear term is suitably regular, then the law of the solution has a smooth density with respect to the Lebesgue measure.

Partial Differential Equations

2020 ◽  
Author(s):  
A. K. Nandakumaran ◽  
P. S. Datti
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Partial Differential
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